+2,385.2%
RMT vs SPY
+2,804.7%
-419.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +3.2% | +2.6% | +0.6% | +1.0% |
| 30D | +1.9% | -2.0% | +3.8% | +3.7% |
| 3M | -8.7% | -2.8% | -6.0% | -6.4% |
| 6M | -0.6% | +2.1% | -2.8% | -2.2% |
| YTD | +31.8% | +11.5% | +20.3% | +20.6% |
| 1Y | +41.3% | +13.5% | +27.8% | +27.4% |
| 3Y | +107.7% | +77.7% | +30.0% | +28.7% |
| 5Y | +61.2% | +72.6% | -11.4% | +2.5% |
| 10Y | +276.2% | +308.2% | -31.9% | +19.4% |
| All | +2,385.2% | +2,804.7% | -419.6% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling